Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 2 2 3 301 3 3 12 1,470
A complementary test for ADF test with an application to the exchange rates returns 0 0 0 225 2 4 12 1,241
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 1 31 2 2 4 97
Are Asian Real Exchange Rates Stationary? 0 0 3 408 1 2 13 1,010
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 191 1 1 13 576
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 2 10 900 3 9 52 2,526
Calendar anomalies in the Malaysian stock market 0 1 6 342 0 8 22 1,054
Day-of-the-week effects in selected East Asian stock markets 0 2 7 187 0 4 22 540
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 1 1 4 58 3 8 17 157
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 3 9 91 5 14 28 287
Early warning indicator of economic vulnerability 1 7 18 112 3 15 35 182
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 3 3 5 328
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 209 2 4 4 724
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 2 14 49 2,208 13 38 136 7,389
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 3 276 1 1 21 1,200
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 2 303 1 1 11 1,599
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 2 2 3 1,659 2 4 13 4,351
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 1 4 14 1,200 8 14 40 3,257
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 6 15 48 3,008 16 42 164 10,724
Fisher hypothesis: East Asian evidence from panel unit root tests 0 2 3 98 1 5 9 215
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 1 419 1 2 11 1,342
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 7 13 48 194 39 96 275 944
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 2 97 4 4 18 535
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 8 475 1 3 31 1,493
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 184 0 0 16 890
Income convergence: fresh evidence from the Nordic countries 0 0 3 47 0 2 8 142
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 1 2 90 0 2 7 261
International Diversification Benefits in ASEAN Stock Markets: a Revisit 1 1 3 574 1 2 6 2,153
Is Money Neutral In Stock Market? The Case of Malaysia 2 7 9 71 4 11 20 193
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 75 1 2 9 204
Linearity and stationarity of G7 government bond returns 0 0 1 15 1 1 11 80
Linearity and stationarity of South Asian real exchange rates 0 0 3 97 0 4 12 264
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 3 8 82 1 6 15 226
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 4 7 26 5 38 86 168
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 2 7 17 198 4 18 44 513
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 1 4 7 126 1 5 13 310
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 1 202 0 0 10 491
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 1 1 482 1 4 8 1,087
On Autoregressive Order Selection Criteria 0 0 2 597 1 2 9 1,652
On Singaporean Dollar and Purchasing Power Parity 1 1 2 238 2 4 11 1,542
On Singaporean Dollar and Purchasing Power Parity 0 0 0 95 0 1 3 543
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 1 6 168 2 8 69 1,654
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 2 270 1 3 16 1,859
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 2 4 55 1 3 11 191
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 1 2 11 2 3 9 51
Real interest rate parity: evidence from East Asian economies relative to China 2 2 4 182 2 3 20 585
Real interest rates equalization: The case of Malaysia and Singapore 0 0 0 205 2 3 19 1,018
Revisiting the Performance of MACD and RSI Oscillators 1 5 8 25 5 10 29 71
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 1 5 15 108 4 15 54 387
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 2 4 19 95 5 13 63 308
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 0 1 9 711
Testing nonlinear convergence in Malaysia,1965-2003 0 0 1 62 0 1 10 162
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 1 2 5 404 2 8 31 1,424
The Predictability of ASEAN-5 Exchange Rates 0 0 3 362 2 2 16 1,029
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 2 2 299 0 2 3 775
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 3 169 0 1 14 685
Time series modelling and forecasting of Sarawak black pepper price 0 1 7 161 4 8 49 807
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 1 1 6 226
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 4 9 1,592 2 16 66 7,482
Total Working Papers 36 126 401 20,634 172 490 1,750 73,385


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 1 6 68 2 4 17 212
Applied International Business Conference 2008 0 0 0 0 1 2 3 14
Are Asian real exchange rates stationary? 0 0 2 126 1 2 15 405
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 2 7 13 77 5 15 36 191
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 2 2 10 282
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 1 1 2 29 2 3 8 83
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 1 1 23 4 9 26 158
Day-of-the-week effects in Selected East Asian stock markets 0 2 4 16 1 6 19 67
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 1 32 1 2 6 72
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 3 1 3 15 55
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 1 7 2 3 9 31
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 1 7 3 5 15 55
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 1 220 2 2 15 703
Impact of foreign direct investment volatility on economic growth of asean-5 countries 6 19 58 325 14 44 140 783
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 2 6 0 1 11 36
Income convergence: fresh evidence from the Nordic countries 0 0 1 15 1 1 6 67
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 3 5 18 542
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 1 2 6 15
Is There Any International Diversification Benefits in ASEAN Stock Markets? 1 2 5 81 2 6 20 295
Is money neutral in stock market? The case of Malaysia 1 9 13 92 3 28 38 284
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 1 7 66 1 3 12 146
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 1 39 1 3 13 152
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 1 1 5 107
Linearity and stationarity of G7 government bond returns 0 0 1 41 0 1 8 133
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 2 23 0 0 4 91
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 5 8 46 665
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 2 3 59 2 5 9 140
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 3 5 8 244
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 2 20 1 2 11 84
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 1 7 1 3 10 43
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 6 8 12 331
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 86 1 3 10 302
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 0 6 41 1 2 14 115
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 30 0 0 8 144
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 2 9 326
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 1 2 33 2 3 8 115
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 1 6 106 2 4 21 269
Revisiting the Performance of MACD and RSI Oscillators 0 3 21 53 3 13 61 170
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 1 0 0 1 8
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 0 51 2 2 8 207
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 1 2 7 17 2 6 17 51
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 0 133 1 2 7 594
Time series test of nonlinear convergence and transitional dynamics 0 0 0 57 1 4 15 171
Which Lag Length Selection Criteria Should We Employ? 43 89 193 440 136 289 825 1,949
Total Journal Articles 56 141 363 2,441 224 514 1,575 10,907


Statistics updated 2016-05-03